+361.5%
CPRT vs VT
+221.8%
+139.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.4% | +2.4% | -2.7% | -2.6% |
| 30D | +21.2% | -1.5% | +22.7% | +22.6% |
| 3M | +8.3% | -4.1% | +12.4% | +12.3% |
| 6M | -3.4% | +0.6% | -3.9% | -5.2% |
| YTD | -18.7% | +11.0% | -29.7% | -28.3% |
| 1Y | -23.5% | +13.3% | -36.9% | -34.1% |
| 3Y | -34.2% | +73.4% | -107.5% | -64.4% |
| 5Y | -18.2% | +57.4% | -75.6% | -50.5% |
| All | +361.5% | +221.8% | +139.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling